+294.7%
C vs PSA
+98.4%
+196.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.6% |
| 7D | +2.6% | -2.2% | +4.8% | +3.4% |
| 30D | +1.9% | -9.6% | +11.5% | +5.5% |
| 3M | +2.8% | -7.9% | +10.7% | +5.5% |
| 6M | +30.6% | -2.0% | +32.5% | +30.6% |
| YTD | +19.9% | +15.7% | +4.1% | +12.6% |
| 1Y | +44.6% | +5.8% | +38.8% | +40.1% |
| 3Y | +272.1% | +21.6% | +250.6% | +234.8% |
| 5Y | +132.0% | +13.1% | +118.8% | +109.2% |
| 10Y | +294.7% | +101.3% | +193.4% | +174.6% |
| All | +294.7% | +98.4% | +196.3% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling